Date range from 2018-05-02 to 2023-04-28
Risk free rate: 0.05
My current portfolio
| AAPL | AMD | AMZN | GOOGL | META | NVDA | PYPL | TSLA | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | 0.42 | 0.02 | 0.09 | 0.12 | 0.04 | 0.31 | 0.13 | 0.39 | 0.22 |
Minimum Variance Portfolio Weights
| AAPL | AMD | AMZN | GOOGL | META | NVDA | PYPL | TSLA | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.29 | 0 | 0.08 | 0.37 | 0.07 | 0.02 | 0.11 | 0.05 | 0.14 | 0.3 | 0.28 |
Tangency Portfolio Weights
| AAPL | AMD | AMZN | GOOGL | META | NVDA | PYPL | TSLA | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.31 | 0.3 | 0.02 | 0.05 | 0.01 | 0.02 | 0.02 | 0.26 | 0.3 | 0.39 | 0.63 |
Portfolio Sharpie ratio fit
| AMD | TSLA | NVDA | META | AMZN | GOOGL | PYPL | AAPL | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.36 | 0.08 | 0.08 | 0.01 | 0.02 | 0.04 | 0.02 | 0.39 | 0.29 | 0.38 | 0.62 |
Portfolio Optimized Shaprie ratio fit (ROI method)
| AAPL | AMD | AMZN | GOOGL | META | NVDA | PYPL | TSLA | Return | Risk | SharpeRatio |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.54 | 0.35 | 0 | 0 | 0 | 0 | 0 | 0.11 | 0.31 | 0.38 | 0.66 |
Total time: 17 seconds